General hints for safe Internet usage

Be sure to fully enable Windows Update. Do not use an unlicenced copy of Windows.

Install Secunia Personal Software Inspector http://psi.secunia.com and run it at least once a month to check if your other software needs updating because of security issues.
 

Ensure that your anti virus software is always active and run a full system check at least once a week:

AVG Free (free) http://free.grisoft.com
Avira Antivir (free) http://www.free-av.com
Avast! (free) http://www.avast.com/eng/download-avast-home.html

Ensure that your anti spyware software is always active and run a full system check at least once a week:

Spybot Search & Destroy (free) http://www.spybot.info
Ad-Aware Free (free) http://www.lavasoft.com/products/ad_aware_free.php
MalwareBytes’ Antimalware (free) http://www.malwarebytes.org/mbam.php